+26.1%
DECK vs QSR
+49.2%
-23.1%
-64.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.1% | +1.7% | +1.6% |
| 7D | -2.2% | +2.4% | -4.7% | -3.3% |
| 30D | -13.6% | +7.6% | -21.2% | -16.5% |
| 3M | -21.2% | +12.6% | -33.9% | -25.5% |
| 6M | -21.1% | +14.4% | -35.5% | -26.4% |
| YTD | -17.2% | +19.6% | -36.8% | -24.8% |
| 1Y | -30.7% | +33.9% | -64.6% | -40.9% |
| 3Y | -3.4% | +27.1% | -30.5% | -18.6% |
| All | +26.1% | +49.2% | -23.1% | -15.3% |
Cumulative growth
Daily Returns
Daily percentage return beside QSR.
Daily Out/Under-Performance
Portfolio return minus QSR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QSR return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded QSR wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling